Search:
MATLAB Central
File Exchange
Answers
Newsgroup
Link Exchange
Blogs
Trendy
Cody
Contest
MathWorks.com
Log In
Create Account
Log In
File Exchange
Answers
Newsgroup
Link Exchange
Blogs
Trendy
Cody
Contest
MathWorks.com
Files
Categories
Authors
Tags
Comments
Submit a File
About File Exchange
Rank: 37412
based on
0 downloads (last 30 days)
and
0 files submitted
Igor
E-mail
Contact Author
Personal Profile:
Professional Interests:
Watch this Author's files
Files
Watch Lists
Top Tags Applied by Igor
1 - 1 of
1
diffusion
Files Tagged by Igor
1 - 1 of
1
Updated
File
Tags
Downloads
(last 30 days)
Comments
Rating
04 Jun 2009
Log-Uniform Jump-Diffusion Model
European call option price and implied volatility for a Log-Uniform Jump-Diffusion model.
Author:
Rodolphe Sitter
diffusion
,
european call
,
jump
,
finance
,
poisson
,
process
25
3
4.5
4.5
|
2 ratings
Currently Watching
Type
Description
File
Gas Consumption
Comments and Ratings Matching Igor's Watch List
1-2 of
2
Date
File
Comment by
Comments
Rating
01 Sep 2010
Gas Consumption
Model Gas consumption from gas-source to gas-consumer
Erdal Bizkevelci
4
06 Feb 2006
Gas Consumption
Model Gas consumption from gas-source to gas-consumer
Gerhard Schroeder
Hi, was looking for such simulation for really a long time - helps to maximize profit - but you do not see any.
5
Contact us at
files@mathworks.com